Nonhomogeneous bivariate compound Poisson process with short-term periodicity
Year of publication: |
2021
|
---|---|
Authors: | Sakhaei, Ali ; Nasiri, Parviz |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 16.2021, 3, p. 1-18
|
Subject: | nonhomogeneous Poisson process | intensity function | Clayton Lévy copula | maximum likelihood | Stochastischer Prozess | Stochastic process | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
-
The semi-geometric process and some properties
Wu, Shaomin, (2018)
-
Copula-based stochastic frontier model with autocorrelated inefficiency
Das, Arabinda, (2015)
-
High dimensional dynamic stochastic copula models
Creal, Drew, (2015)
- More ...
-
Nasiri, Parviz, (2022)
-
Estimation of parameters of a right truncated exponential distribution
Dixit, Ulhas, (2008)
-
Nasiri, Parviz, (2022)
- More ...